Like said above,
I just bounced my click tracks directly from our protools sessions as wav files , converted them to mp3 and threw them on my ipod and plugged it into a mini mixer and got a set of Shure Ec2 in ear monitors.
I also have extra channels on the mini mixer to take an Aux Send from the board Live for my monitors or to plug in a 57 to mix in for ambience to help me feel less Isolated with the in ears in.
There are several tempo changes in our tunes and it works beautifully. Be sure to rehearse with it for a bit to get used to it, I'll never go back to playing with out it.
The other cool thing is you can split it up and have the click on the left side for the drummer to play to and put some backing tracks on the right side to send out to the PA, Again, works awsome.
Goodluck!